+29.2%
CHD vs IAG
+663.0%
-633.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.4% |
| 7D | +3.6% | -7.7% | +11.3% | +3.7% |
| 30D | +10.4% | +1.6% | +8.8% | +10.3% |
| 3M | +12.2% | -2.4% | +14.6% | +12.1% |
| 6M | +19.9% | -7.8% | +27.7% | +20.1% |
| YTD | +36.4% | +5.0% | +31.4% | +36.1% |
| 1Y | +35.1% | +25.7% | +9.4% | +34.5% |
| 3Y | +29.2% | +694.5% | -665.3% | +19.0% |
| All | +29.2% | +663.0% | -633.8% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling